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library(prophet)
library(readr)
library(ggplot2)
library(forecast)
Ts <- read_csv("C:/Users/meryame.boudhar/Downloads/TS_PROJECT_BOUDHAR_Meryame/f_ts.csv")Rows: 3220 Columns: 3── Column specification ───────────────────────────────────────────────────────────────────────────────────────────────────────────
Delimiter: ","
chr (1): NAME
dbl (1): KWH_PERIOD
date (1): BEGIN
ℹ Use `spec()` to retrieve the full column specification for this data.
ℹ Specify the column types or set `show_col_types = FALSE` to quiet this message.TsL <- unique(split(Ts, Ts$NAME))
L[[1]]
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[[92]]NAfor(i in 1:92){
L_ts <- ts(L[[i]]$KWH_PERIOD, frequency = 12, start= c(2019,01,01))
ggtsdisplay(L_ts, main = unique(L[[i]]$NAME))
}
for(i in 1:92){
L_ts <- ts(L[[i]]$KWH_PERIOD, frequency = 12, start= c(2019,01,01))
L_diff <- diff(L_ts)
ggtsdisplay(L_diff, main = unique(L[[i]]$NAME))
}
#Predictions with Auto Arima
##Run a standard model
for(i in 1:92){
L_ts <- ts(L[[i]]$KWH_PERIOD, frequency = 12, start= c(2019,01,01))
L_arima <- auto.arima(L_ts)
checkresiduals(L_arima)
}
Ljung-Box test
data: Residuals from ARIMA(3,1,0) with drift
Q* = 6.3444, df = 4, p-value = 0.1749
Model df: 3. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(1,1,1) with drift
Q* = 4.0655, df = 5, p-value = 0.54
Model df: 2. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(0,0,1) with non-zero mean
Q* = 2.4081, df = 6, p-value = 0.8786
Model df: 1. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(0,0,1)(0,1,0)[12] with drift
Q* = 4.0215, df = 6, p-value = 0.6738
Model df: 1. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(2,1,1) with drift
Q* = 3.0223, df = 4, p-value = 0.5541
Model df: 3. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(0,1,0)
Q* = 11.302, df = 7, p-value = 0.126
Model df: 0. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(0,1,0)
Q* = 1.7039, df = 7, p-value = 0.9744
Model df: 0. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(1,0,1) with non-zero mean
Q* = 4.2272, df = 5, p-value = 0.5172
Model df: 2. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(2,0,0) with non-zero mean
Q* = 6.0734, df = 5, p-value = 0.2991
Model df: 2. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(0,1,1)
Q* = 1.7423, df = 6, p-value = 0.9418
Model df: 1. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(0,1,1)(0,1,0)[12]
Q* = 4.1879, df = 6, p-value = 0.6513
Model df: 1. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(0,1,1)(0,1,0)[12]
Q* = 10.865, df = 6, p-value = 0.09264
Model df: 1. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(0,1,1)(0,1,0)[12]
Q* = 6.1309, df = 6, p-value = 0.4087
Model df: 1. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(0,1,0)
Q* = 16.595, df = 7, p-value = 0.0202
Model df: 0. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(1,0,0)(0,1,0)[12]
Q* = 11.21, df = 6, p-value = 0.08211
Model df: 1. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(1,1,0)
Q* = 2.1361, df = 6, p-value = 0.9068
Model df: 1. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(0,1,0)(0,1,0)[12]
Q* = 8.8654, df = 7, p-value = 0.2625
Model df: 0. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(0,1,1)
Q* = 8.3623, df = 6, p-value = 0.2127
Model df: 1. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(1,2,1)
Q* = 4.1519, df = 5, p-value = 0.5278
Model df: 2. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(1,0,0)(0,1,0)[12]
Q* = 12.425, df = 6, p-value = 0.05314
Model df: 1. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(0,1,0)
Q* = 1.2637, df = 7, p-value = 0.9894
Model df: 0. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(0,1,1)
Q* = 7.853, df = 6, p-value = 0.2491
Model df: 1. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(1,1,0) with drift
Q* = 5.0726, df = 6, p-value = 0.5345
Model df: 1. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(0,1,0)(0,1,0)[12]
Q* = 6.1988, df = 7, p-value = 0.5167
Model df: 0. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(1,0,0)(0,1,0)[12]
Q* = 5.493, df = 6, p-value = 0.4823
Model df: 1. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(1,0,0)(0,1,0)[12]
Q* = 2.0496, df = 6, p-value = 0.9151
Model df: 1. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(0,1,0)
Q* = 3.2576, df = 7, p-value = 0.8602
Model df: 0. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(1,1,0)(0,1,0)[12]
Q* = 4.8597, df = 6, p-value = 0.5619
Model df: 1. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(0,1,0)
Q* = 15.738, df = 7, p-value = 0.02762
Model df: 0. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(1,0,0)(0,1,0)[12]
Q* = 4.8374, df = 6, p-value = 0.5648
Model df: 1. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(0,0,1) with non-zero mean
Q* = 5.545, df = 6, p-value = 0.476
Model df: 1. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(2,0,0) with non-zero mean
Q* = 6.8961, df = 5, p-value = 0.2285
Model df: 2. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(1,1,0)(0,1,0)[12]
Q* = 4.7472, df = 6, p-value = 0.5766
Model df: 1. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(0,1,0)
Q* = 4.1042, df = 7, p-value = 0.7677
Model df: 0. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(0,1,1)(0,1,0)[12]
Q* = 7.4139, df = 6, p-value = 0.2843
Model df: 1. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(0,0,2) with non-zero mean
Q* = 4.0187, df = 5, p-value = 0.5467
Model df: 2. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(0,1,0)
Q* = 13.773, df = 7, p-value = 0.05537
Model df: 0. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(0,1,0)(0,1,0)[12]
Q* = 6.5756, df = 7, p-value = 0.4744
Model df: 0. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(1,1,0)
Q* = 4.052, df = 6, p-value = 0.6696
Model df: 1. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(0,1,0)(0,1,0)[12]
Q* = 8.0445, df = 7, p-value = 0.3287
Model df: 0. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(0,1,0)(0,1,0)[12]
Q* = 9.129, df = 7, p-value = 0.2435
Model df: 0. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(0,1,0)(0,1,0)[12]
Q* = 4.1279, df = 7, p-value = 0.7649
Model df: 0. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(1,0,0)(0,1,0)[12]
Q* = 4.4864, df = 6, p-value = 0.6112
Model df: 1. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(0,1,0)(0,1,0)[12]
Q* = 3.7512, df = 7, p-value = 0.8079
Model df: 0. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(1,0,0) with non-zero mean
Q* = 20.554, df = 6, p-value = 0.002206
Model df: 1. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(1,0,0)(0,1,0)[12]
Q* = 11.049, df = 6, p-value = 0.08688
Model df: 1. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(1,1,0)
Q* = 2.4394, df = 6, p-value = 0.8752
Model df: 1. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(1,1,0)
Q* = 2.4946, df = 6, p-value = 0.8691
Model df: 1. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(0,1,1) with drift
Q* = 2.5885, df = 6, p-value = 0.8584
Model df: 1. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(0,1,0)(0,1,0)[12]
Q* = 8.5893, df = 7, p-value = 0.2835
Model df: 0. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(0,1,1)
Q* = 6.422, df = 6, p-value = 0.3776
Model df: 1. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(0,1,0)(0,1,0)[12]
Q* = 3.6329, df = 7, p-value = 0.821
Model df: 0. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(1,0,0)(0,1,0)[12]
Q* = 13.217, df = 6, p-value = 0.03971
Model df: 1. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(1,1,0)
Q* = 7.5872, df = 6, p-value = 0.2699
Model df: 1. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(1,0,0)(0,1,0)[12]
Q* = 6.941, df = 6, p-value = 0.3263
Model df: 1. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(0,2,1)(0,1,0)[12]
Q* = 5.3514, df = 6, p-value = 0.4996
Model df: 1. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(0,1,1) with drift
Q* = 6.0911, df = 6, p-value = 0.4131
Model df: 1. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(0,1,0)(0,1,0)[12]
Q* = 2.558, df = 7, p-value = 0.9227
Model df: 0. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(0,1,0)(0,1,0)[12]
Q* = 4.6468, df = 7, p-value = 0.703
Model df: 0. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(1,0,0)(0,1,0)[12]
Q* = 8.4819, df = 6, p-value = 0.2049
Model df: 1. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(0,1,0)(0,1,0)[12]
Q* = 10.06, df = 7, p-value = 0.1852
Model df: 0. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(1,1,0)
Q* = 6.553, df = 6, p-value = 0.3642
Model df: 1. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(0,1,0)
Q* = 6.5825, df = 7, p-value = 0.4736
Model df: 0. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(0,1,0)(0,1,0)[12]
Q* = 3.6599, df = 7, p-value = 0.818
Model df: 0. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(0,1,2)(0,1,0)[12]
Q* = 1.0531, df = 5, p-value = 0.9582
Model df: 2. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(1,0,0)(0,1,0)[12]
Q* = 13.115, df = 6, p-value = 0.04124
Model df: 1. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(1,1,0)
Q* = 9.2991, df = 6, p-value = 0.1574
Model df: 1. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(0,1,0)
Q* = 8.3592, df = 7, p-value = 0.302
Model df: 0. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(0,0,0) with non-zero mean
Q* = 6.1732, df = 7, p-value = 0.5197
Model df: 0. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(1,0,1)(0,1,0)[12]
Q* = 4.1762, df = 5, p-value = 0.5243
Model df: 2. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(0,2,1)(0,1,0)[12]
Q* = 11.66, df = 6, p-value = 0.06999
Model df: 1. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(0,1,0)(0,1,0)[12]
Q* = 8.7443, df = 7, p-value = 0.2715
Model df: 0. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(1,0,0)(0,1,0)[12]
Q* = 2.0614, df = 6, p-value = 0.914
Model df: 1. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(0,0,1)(0,1,0)[12] with drift
Q* = 3.3423, df = 6, p-value = 0.7648
Model df: 1. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(0,1,0)(0,1,0)[12]
Q* = 4.4354, df = 7, p-value = 0.7285
Model df: 0. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(0,1,0)(0,1,0)[12]
Q* = 1.2756, df = 7, p-value = 0.9891
Model df: 0. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(1,1,0)(0,1,0)[12]
Q* = 7.0316, df = 6, p-value = 0.3179
Model df: 1. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(0,1,0)(0,1,0)[12]
Q* = 10.814, df = 7, p-value = 0.1469
Model df: 0. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(0,1,0)(0,1,0)[12]
Q* = 5.2601, df = 7, p-value = 0.6283
Model df: 0. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(0,1,0)
Q* = 7.4431, df = 7, p-value = 0.3842
Model df: 0. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(1,0,0) with non-zero mean
Q* = 8.1174, df = 6, p-value = 0.2296
Model df: 1. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(1,0,0)(0,1,0)[12]
Q* = 5.131, df = 6, p-value = 0.5271
Model df: 1. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(0,1,0)
Q* = 20.704, df = 7, p-value = 0.004235
Model df: 0. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(0,1,0)
Q* = 4.8338, df = 7, p-value = 0.6802
Model df: 0. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(1,1,0)
Q* = 4.9502, df = 6, p-value = 0.5502
Model df: 1. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(0,1,0)
Q* = 10.317, df = 7, p-value = 0.1713
Model df: 0. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(0,1,0)
Q* = 7.1274, df = 7, p-value = 0.4157
Model df: 0. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(0,1,0)
Q* = 1.0352, df = 7, p-value = 0.9942
Model df: 0. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(1,1,0)
Q* = 5.9277, df = 6, p-value = 0.4313
Model df: 1. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(1,1,0)
Q* = 9.6719, df = 6, p-value = 0.1392
Model df: 1. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(0,1,0)
Q* = 11.657, df = 7, p-value = 0.1124
Model df: 0. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(0,0,1)(0,1,0)[12]
Q* = 8.7569, df = 6, p-value = 0.1877
Model df: 1. Total lags used: 7
for(i in 1:92){
L_ts <- ts(L[[i]]$KWH_PERIOD, frequency = 12, start= c(2019,01,01))
L_arima <- auto.arima(L_ts)
modelforcast <- forecast(L_arima, h = 6)
plot(modelforcast, xlab = "Date", ylab = "KWH", sub = unique(L[[i]]$NAME))
}
Avis : Having 3 or more differencing operations is not recommended. Please consider reducing the total number of differences.
Avis : Having 3 or more differencing operations is not recommended. Please consider reducing the total number of differences.
##Improve the model
for(i in 1:92){
L_ts <- ts(L[[i]]$KWH_PERIOD, frequency = 12, start= c(2019,01,01))
L_arima_ <- auto.arima(L_ts, d = 1 , ic = c("aicc", "aic", "bic"))
checkresiduals(L_arima_)
}
Ljung-Box test
data: Residuals from ARIMA(3,1,0) with drift
Q* = 6.3444, df = 4, p-value = 0.1749
Model df: 3. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(1,1,1) with drift
Q* = 4.0655, df = 5, p-value = 0.54
Model df: 2. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(0,1,0)
Q* = 8.9855, df = 7, p-value = 0.2537
Model df: 0. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(0,1,0)(0,1,0)[12]
Q* = 4.7238, df = 7, p-value = 0.6936
Model df: 0. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(2,1,1) with drift
Q* = 3.0223, df = 4, p-value = 0.5541
Model df: 3. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(0,1,0)
Q* = 11.302, df = 7, p-value = 0.126
Model df: 0. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(0,1,0)
Q* = 1.7039, df = 7, p-value = 0.9744
Model df: 0. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(0,1,1)
Q* = 3.6921, df = 6, p-value = 0.7183
Model df: 1. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(1,1,0)
Q* = 7.439, df = 6, p-value = 0.2821
Model df: 1. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(0,1,1)
Q* = 1.7423, df = 6, p-value = 0.9418
Model df: 1. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(0,1,1)(0,1,0)[12]
Q* = 4.1879, df = 6, p-value = 0.6513
Model df: 1. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(0,1,1)(0,1,0)[12]
Q* = 10.865, df = 6, p-value = 0.09264
Model df: 1. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(0,1,1)(0,1,0)[12]
Q* = 6.1309, df = 6, p-value = 0.4087
Model df: 1. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(0,1,0)
Q* = 16.595, df = 7, p-value = 0.0202
Model df: 0. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(0,1,1)(0,1,0)[12]
Q* = 7.4091, df = 6, p-value = 0.2847
Model df: 1. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(1,1,0)
Q* = 2.1361, df = 6, p-value = 0.9068
Model df: 1. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(0,1,0)(0,1,0)[12]
Q* = 8.8654, df = 7, p-value = 0.2625
Model df: 0. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(0,1,1)
Q* = 8.3623, df = 6, p-value = 0.2127
Model df: 1. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(2,1,0)
Q* = 9.664, df = 5, p-value = 0.08533
Model df: 2. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(0,1,0)(0,1,0)[12]
Q* = 10.549, df = 7, p-value = 0.1596
Model df: 0. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(0,1,0)
Q* = 1.2637, df = 7, p-value = 0.9894
Model df: 0. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(0,1,1)
Q* = 7.853, df = 6, p-value = 0.2491
Model df: 1. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(1,1,0) with drift
Q* = 5.0726, df = 6, p-value = 0.5345
Model df: 1. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(0,1,0)(0,1,0)[12]
Q* = 6.1988, df = 7, p-value = 0.5167
Model df: 0. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(0,1,0)(0,1,0)[12]
Q* = 3.5895, df = 7, p-value = 0.8257
Model df: 0. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(0,1,0)(0,1,0)[12]
Q* = 5.5433, df = 7, p-value = 0.594
Model df: 0. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(0,1,0)
Q* = 3.2576, df = 7, p-value = 0.8602
Model df: 0. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(1,1,0)(0,1,0)[12]
Q* = 4.8597, df = 6, p-value = 0.5619
Model df: 1. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(0,1,0)
Q* = 15.738, df = 7, p-value = 0.02762
Model df: 0. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(0,1,0)(0,1,0)[12]
Q* = 3.725, df = 7, p-value = 0.8108
Model df: 0. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(0,1,0)
Q* = 7.4324, df = 7, p-value = 0.3853
Model df: 0. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(1,1,0)
Q* = 7.3444, df = 6, p-value = 0.2902
Model df: 1. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(1,1,0)(0,1,0)[12]
Q* = 4.7472, df = 6, p-value = 0.5766
Model df: 1. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(0,1,0)
Q* = 4.1042, df = 7, p-value = 0.7677
Model df: 0. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(0,1,1)(0,1,0)[12]
Q* = 7.4139, df = 6, p-value = 0.2843
Model df: 1. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(2,1,0)
Q* = 2.7117, df = 5, p-value = 0.7443
Model df: 2. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(0,1,0)
Q* = 13.773, df = 7, p-value = 0.05537
Model df: 0. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(0,1,0)(0,1,0)[12]
Q* = 6.5756, df = 7, p-value = 0.4744
Model df: 0. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(1,1,0)
Q* = 4.052, df = 6, p-value = 0.6696
Model df: 1. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(0,1,0)(0,1,0)[12]
Q* = 8.0445, df = 7, p-value = 0.3287
Model df: 0. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(0,1,0)(0,1,0)[12]
Q* = 9.129, df = 7, p-value = 0.2435
Model df: 0. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(0,1,0)(0,1,0)[12]
Q* = 4.1279, df = 7, p-value = 0.7649
Model df: 0. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(0,1,0)(0,1,0)[12]
Q* = 5.1692, df = 7, p-value = 0.6393
Model df: 0. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(0,1,0)(0,1,0)[12]
Q* = 3.7512, df = 7, p-value = 0.8079
Model df: 0. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(0,1,0)
Q* = 18.934, df = 7, p-value = 0.008395
Model df: 0. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(0,1,0)(0,1,0)[12]
Q* = 11.041, df = 7, p-value = 0.1369
Model df: 0. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(1,1,0)
Q* = 2.4394, df = 6, p-value = 0.8752
Model df: 1. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(1,1,0)
Q* = 2.4946, df = 6, p-value = 0.8691
Model df: 1. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(0,1,1) with drift
Q* = 2.5885, df = 6, p-value = 0.8584
Model df: 1. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(0,1,0)(0,1,0)[12]
Q* = 8.5893, df = 7, p-value = 0.2835
Model df: 0. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(0,1,1)
Q* = 6.422, df = 6, p-value = 0.3776
Model df: 1. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(0,1,0)(0,1,0)[12]
Q* = 3.6329, df = 7, p-value = 0.821
Model df: 0. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(0,1,1)(0,1,0)[12]
Q* = 8.3603, df = 6, p-value = 0.2129
Model df: 1. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(1,1,0)
Q* = 7.5872, df = 6, p-value = 0.2699
Model df: 1. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(0,1,0)(0,1,0)[12]
Q* = 9.7701, df = 7, p-value = 0.202
Model df: 0. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(0,1,0)(0,1,0)[12]
Q* = 6.9454, df = 7, p-value = 0.4346
Model df: 0. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(0,1,1) with drift
Q* = 6.0911, df = 6, p-value = 0.4131
Model df: 1. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(0,1,0)(0,1,0)[12]
Q* = 2.558, df = 7, p-value = 0.9227
Model df: 0. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(0,1,0)(0,1,0)[12]
Q* = 4.6468, df = 7, p-value = 0.703
Model df: 0. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(0,1,0)(0,1,0)[12]
Q* = 7.959, df = 7, p-value = 0.3362
Model df: 0. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(0,1,0)(0,1,0)[12]
Q* = 10.06, df = 7, p-value = 0.1852
Model df: 0. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(1,1,0)
Q* = 6.553, df = 6, p-value = 0.3642
Model df: 1. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(0,1,0)
Q* = 6.5825, df = 7, p-value = 0.4736
Model df: 0. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(0,1,0)(0,1,0)[12]
Q* = 3.6599, df = 7, p-value = 0.818
Model df: 0. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(0,1,2)(0,1,0)[12]
Q* = 1.0531, df = 5, p-value = 0.9582
Model df: 2. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(1,1,0)(0,1,0)[12]
Q* = 12.483, df = 6, p-value = 0.05203
Model df: 1. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(1,1,0)
Q* = 9.2991, df = 6, p-value = 0.1574
Model df: 1. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(0,1,0)
Q* = 8.3592, df = 7, p-value = 0.302
Model df: 0. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(0,1,1)
Q* = 6.3, df = 6, p-value = 0.3904
Model df: 1. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(0,1,1)(0,1,0)[12]
Q* = 4.0249, df = 6, p-value = 0.6733
Model df: 1. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(0,1,0)(0,1,0)[12]
Q* = 16.039, df = 7, p-value = 0.02476
Model df: 0. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(0,1,0)(0,1,0)[12]
Q* = 8.7443, df = 7, p-value = 0.2715
Model df: 0. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(0,1,0)(0,1,0)[12]
Q* = 2.8823, df = 7, p-value = 0.8957
Model df: 0. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(0,1,0)(0,1,0)[12]
Q* = 10.934, df = 7, p-value = 0.1415
Model df: 0. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(0,1,0)(0,1,0)[12]
Q* = 4.4354, df = 7, p-value = 0.7285
Model df: 0. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(0,1,0)(0,1,0)[12]
Q* = 1.2756, df = 7, p-value = 0.9891
Model df: 0. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(1,1,0)(0,1,0)[12]
Q* = 7.0316, df = 6, p-value = 0.3179
Model df: 1. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(0,1,0)(0,1,0)[12]
Q* = 10.814, df = 7, p-value = 0.1469
Model df: 0. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(0,1,0)(0,1,0)[12]
Q* = 5.2601, df = 7, p-value = 0.6283
Model df: 0. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(0,1,0)
Q* = 7.4431, df = 7, p-value = 0.3842
Model df: 0. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(0,1,0)
Q* = 7.9662, df = 7, p-value = 0.3356
Model df: 0. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(0,1,0)(0,1,0)[12]
Q* = 6.4268, df = 7, p-value = 0.4909
Model df: 0. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(0,1,0)
Q* = 20.704, df = 7, p-value = 0.004235
Model df: 0. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(0,1,0)
Q* = 4.8338, df = 7, p-value = 0.6802
Model df: 0. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(1,1,0)
Q* = 4.9502, df = 6, p-value = 0.5502
Model df: 1. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(0,1,0)
Q* = 10.317, df = 7, p-value = 0.1713
Model df: 0. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(0,1,0)
Q* = 7.1274, df = 7, p-value = 0.4157
Model df: 0. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(0,1,0)
Q* = 1.0352, df = 7, p-value = 0.9942
Model df: 0. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(1,1,0)
Q* = 5.9277, df = 6, p-value = 0.4313
Model df: 1. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(1,1,0)
Q* = 9.6719, df = 6, p-value = 0.1392
Model df: 1. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(0,1,0)
Q* = 11.657, df = 7, p-value = 0.1124
Model df: 0. Total lags used: 7
Ljung-Box test
data: Residuals from ARIMA(2,1,1)(0,1,0)[12]
Q* = 3.5928, df = 4, p-value = 0.4639
Model df: 3. Total lags used: 7
for(i in 1:92){
L_ts <- ts(L[[i]]$KWH_PERIOD, frequency = 12, start= c(2019,01,01))
L_arima <- auto.arima(L_ts,d = 1, stationary = FALSE, seasonal = TRUE, ic = c("aicc", "aic", "bic"), stepwise = TRUE, nmodels = 100, trace = FALSE, approximation = TRUE)
modelforcast <- forecast(L_arima)
plot(modelforcast, xlab = "Date", ylab = "KWH", sub = unique(L[[i]]$NAME))
}
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